test_matrix_exponential, a C++ code which contains some tests for software that computes the matrix exponential function.
Formally, for a square matrix A and scalar t, the matrix exponential exp(A*t) can be defined as the sum:
exp(A*t) = sum ( 0 <= i < oo ) A^i t^i / i!
The simplest form of the matrix exponential problem asks for the value when t = 1, that is
exp(A) = sum ( 0 <= i < oo ) A^i / i!Even for this simple case, and for a matrix of small order, it can be quite difficult to compute the matrix exponential accurately.
The code needs the C8LIB and R8LIB libraries.
The computer code and data files described and made available on this web page are distributed under the MIT license
test_matrix_exponential is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
MATRIX_EXPONENTIAL, a C++ code which demonstrates some simple approaches to the problem of computing the exponential of a matrix.
R8LIB, a C++ code which contains many utility routines using double precision real (R8) arithmetic.
TEST_MAT, a C++ code which defines test matrices.